+193.5%
FSLY vs SITM
+155.7%
+37.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.6% | +1.4% |
| 7D | +12.5% | +3.9% | +8.6% | +12.0% |
| 30D | -18.8% | -6.6% | -12.2% | -18.2% |
| 3M | +22.7% | -11.9% | +34.5% | +24.7% |
| 6M | -3.7% | +81.1% | -84.8% | -26.3% |
| YTD | +127.5% | +80.0% | +47.5% | +64.3% |
| 1Y | +193.5% | +145.8% | +47.7% | +69.7% |
| All | +193.5% | +155.7% | +37.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling